Which pins to attach a speaker to to hear any error beeps? Asus mobo

I believe the picture is mis-leading. Based on the image, it shows the speaker block connected to one pin of the header connector and to +5v. That can't be. The internal speaker will typically come with a standard header connector attached to the leads, ready to be plugged in to the board. make sure that you plug it in to the furthest right header pack. Depending on what you are using, you can use either the last full connector, or the top 2 on the right. I believe the spacing is the same.

Here is a link to the Manual:

http://dlcdnet.asus.com/pub/ASUS/mb/sock478/p4s800/e1860_p4s800.pdf

The info you need is on page 33.

You only need the two outer pins of the speaker connector to make it work, and it doesn't matter which way you connect them (ie, polarity is not relevant).  The diagram Vullf provided should work.

Yes, except that if you go strictly by the diagram, it shows the speaker is connected to +5V, which is wrong. That is what I explained in my first post.

That seems to be from the motherboard manual.  I've read enough of them to take them with a grain of salt when it comes to accurate translations.  A 4-pin speaker connector can only fit in a limited number of places on the motherboard.